+115.0%
KMI vs FE
+132.8%
-17.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.2% |
| 7D | +0.2% | -0.4% | +0.6% | +0.4% |
| 30D | -3.7% | +3.6% | -7.3% | -5.0% |
| 3M | +1.2% | +0.3% | +0.9% | +1.0% |
| 6M | -0.3% | +6.4% | -6.7% | -2.7% |
| YTD | +19.2% | +8.1% | +11.1% | +15.4% |
| 1Y | +21.7% | +4.6% | +17.1% | +19.2% |
| 3Y | +120.4% | +49.1% | +71.3% | +87.0% |
| 5Y | +144.9% | +46.1% | +98.8% | +108.1% |
| 10Y | +155.6% | +122.7% | +32.9% | +84.2% |
| All | +115.0% | +132.8% | -17.9% | +51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling